CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 21-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2021 |
21-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1953 |
1.1914 |
-0.0039 |
-0.3% |
1.2144 |
| High |
1.1966 |
1.1963 |
-0.0003 |
0.0% |
1.2190 |
| Low |
1.1891 |
1.1890 |
-0.0001 |
0.0% |
1.1891 |
| Close |
1.1914 |
1.1952 |
0.0038 |
0.3% |
1.1914 |
| Range |
0.0075 |
0.0073 |
-0.0002 |
-2.7% |
0.0299 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
0.2% |
0.0000 |
| Volume |
294 |
387 |
93 |
31.6% |
3,949 |
|
| Daily Pivots for day following 21-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2154 |
1.2126 |
1.1992 |
|
| R3 |
1.2081 |
1.2053 |
1.1972 |
|
| R2 |
1.2008 |
1.2008 |
1.1965 |
|
| R1 |
1.1980 |
1.1980 |
1.1959 |
1.1994 |
| PP |
1.1935 |
1.1935 |
1.1935 |
1.1942 |
| S1 |
1.1907 |
1.1907 |
1.1945 |
1.1921 |
| S2 |
1.1862 |
1.1862 |
1.1939 |
|
| S3 |
1.1789 |
1.1834 |
1.1932 |
|
| S4 |
1.1716 |
1.1761 |
1.1912 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2894 |
1.2702 |
1.2078 |
|
| R3 |
1.2595 |
1.2404 |
1.1996 |
|
| R2 |
1.2297 |
1.2297 |
1.1969 |
|
| R1 |
1.2105 |
1.2105 |
1.1941 |
1.2052 |
| PP |
1.1998 |
1.1998 |
1.1998 |
1.1971 |
| S1 |
1.1807 |
1.1807 |
1.1887 |
1.1753 |
| S2 |
1.1700 |
1.1700 |
1.1859 |
|
| S3 |
1.1401 |
1.1508 |
1.1832 |
|
| S4 |
1.1103 |
1.1210 |
1.1750 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2190 |
1.1890 |
0.0300 |
2.5% |
0.0089 |
0.7% |
21% |
False |
True |
810 |
| 10 |
1.2262 |
1.1890 |
0.0372 |
3.1% |
0.0069 |
0.6% |
17% |
False |
True |
764 |
| 20 |
1.2314 |
1.1890 |
0.0424 |
3.5% |
0.0067 |
0.6% |
15% |
False |
True |
537 |
| 40 |
1.2314 |
1.1890 |
0.0424 |
3.5% |
0.0065 |
0.5% |
15% |
False |
True |
352 |
| 60 |
1.2314 |
1.1772 |
0.0543 |
4.5% |
0.0061 |
0.5% |
33% |
False |
False |
254 |
| 80 |
1.2314 |
1.1772 |
0.0543 |
4.5% |
0.0061 |
0.5% |
33% |
False |
False |
202 |
| 100 |
1.2317 |
1.1772 |
0.0546 |
4.6% |
0.0060 |
0.5% |
33% |
False |
False |
166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2273 |
|
2.618 |
1.2154 |
|
1.618 |
1.2081 |
|
1.000 |
1.2036 |
|
0.618 |
1.2008 |
|
HIGH |
1.1963 |
|
0.618 |
1.1935 |
|
0.500 |
1.1927 |
|
0.382 |
1.1918 |
|
LOW |
1.1890 |
|
0.618 |
1.1845 |
|
1.000 |
1.1817 |
|
1.618 |
1.1772 |
|
2.618 |
1.1699 |
|
4.250 |
1.1580 |
|
|
| Fisher Pivots for day following 21-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1944 |
1.1969 |
| PP |
1.1935 |
1.1963 |
| S1 |
1.1927 |
1.1958 |
|